+115.0%
UMC vs MAS
+40.8%
+74.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.6% | -7.7% | -2.3% |
| 7D | -14.7% | +14.2% | -28.8% | -15.3% |
| 30D | -32.9% | +26.8% | -59.7% | -34.2% |
| 3M | -22.2% | +13.1% | -35.3% | -22.6% |
| 6M | +25.9% | +27.9% | -2.0% | +22.1% |
| YTD | +107.9% | +38.7% | +69.3% | +95.4% |
| 1Y | +115.0% | +40.4% | +74.7% | +102.0% |
| All | +115.0% | +40.8% | +74.3% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling